+1,155.8%
PANW vs LBRT
-16.2%
+1,172.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +2.5% | +13.8% | -11.3% | +1.2% |
| 30D | -18.7% | -32.4% | +13.7% | -15.7% |
| 3M | -16.6% | -39.9% | +23.3% | -12.7% |
| 6M | +49.7% | -60.8% | +110.5% | +62.4% |
| YTD | +75.2% | -29.3% | +104.4% | +78.2% |
| 1Y | +53.6% | -18.9% | +72.5% | +54.0% |
| 3Y | +154.6% | -28.0% | +182.5% | +151.1% |
| 5Y | +275.8% | +26.6% | +249.2% | +245.3% |
| All | +1,155.8% | -16.2% | +1,172.1% | +953.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling